-50.4%
ORCL vs EMB
+0.5%
-50.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | +0.2% |
| 7D | -6.5% | +0.5% | -7.0% | -7.7% |
| 30D | -16.6% | +0.9% | -17.5% | -18.6% |
| 3M | -21.6% | -2.1% | -19.5% | -16.0% |
| 6M | -39.4% | -2.2% | -37.2% | -34.5% |
| YTD | -38.7% | -0.6% | -38.1% | -37.7% |
| 1Y | -50.4% | +0.2% | -50.6% | -50.2% |
| All | -50.4% | +0.5% | -50.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling